+947.0%
STRL vs LUNR
+26.2%
+920.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +4.8% |
| 7D | +7.1% | +22.7% | -15.5% | +6.1% |
| 30D | -39.4% | -5.3% | -34.1% | -39.2% |
| 3M | -43.0% | -26.1% | -16.9% | -42.2% |
| 6M | -65.0% | -62.4% | -2.6% | -63.7% |
| YTD | -0.8% | -25.0% | +24.2% | -0.2% |
| 1Y | -20.3% | +29.0% | -49.3% | -21.3% |
| 3Y | +356.5% | +327.4% | +29.1% | +350.8% |
| All | +947.0% | +26.2% | +920.8% | +926.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling